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Holt-Winter Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=60802
Forum: 38 · Topic 60802 · 1 post(s)
Holt-Winter Moving Average
Alexander.Gettinger · Fri Jun 06, 2014 3:58 pm
Original LUA indicators: viewtopic.php?f=17&t=33313.
Formulas: HWMA[i] = F[i]+V[i]+0.5A[i], where F[i] = (1-a)(F[i-1]+V[i-1]+0.5A[i-1])+aPrice[i], V[i] = (1-b)(V[i-1]+A[i-1])+b(F[i]-F[i-1]), A[i] = (1-c)A[i-1]+c(V[i]-V[i-1]).
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Holt-Winter Channel
Formulas: Top = HWMA+MultiplierStDt, Bottom = HWMA-MultiplierStDt, where HWMA - Holt-Winter Moving Average, StDt[i] = Sqrt(Var[i-1]), Var[i] = (1-d)Var[i-1]+d(Price[i-1]-HWMA[i-1])*(Price[i-1]-HWMA[i-1]).
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